CBOT 10-Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 23-Jun-2008
Day Change Summary
Previous Current
20-Jun-2008 23-Jun-2008 Change Change % Previous Week
Open 112-165 112-085 -0-080 -0.2% 111-110
High 112-195 112-200 0-005 0.0% 112-310
Low 112-075 112-055 -0-020 -0.1% 111-085
Close 112-155 112-080 -0-075 -0.2% 112-155
Range 0-120 0-145 0-025 20.8% 1-225
ATR 0-243 0-236 -0-007 -2.9% 0-000
Volume 989,674 857,209 -132,465 -13.4% 4,532,349
Daily Pivots for day following 23-Jun-2008
Classic Woodie Camarilla DeMark
R4 113-227 113-138 112-160
R3 113-082 112-313 112-120
R2 112-257 112-257 112-107
R1 112-168 112-168 112-093 112-140
PP 112-112 112-112 112-112 112-098
S1 112-023 112-023 112-067 111-315
S2 111-287 111-287 112-053
S3 111-142 111-198 112-040
S4 110-317 111-053 112-000
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 117-112 116-198 113-135
R3 115-207 114-293 112-305
R2 113-302 113-302 112-255
R1 113-068 113-068 112-205 113-185
PP 112-077 112-077 112-077 112-135
S1 111-163 111-163 112-105 111-280
S2 110-172 110-172 112-055
S3 108-267 109-258 112-005
S4 107-042 108-033 111-175
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-310 111-135 1-175 1.4% 0-195 0.5% 54% False False 876,630
10 113-035 111-050 1-305 1.7% 0-212 0.6% 56% False False 970,558
20 114-140 111-050 3-090 2.9% 0-217 0.6% 33% False False 1,000,515
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-041
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-176
2.618 113-260
1.618 113-115
1.000 113-025
0.618 112-290
HIGH 112-200
0.618 112-145
0.500 112-128
0.382 112-110
LOW 112-055
0.618 111-285
1.000 111-230
1.618 111-140
2.618 110-315
4.250 110-079
Fisher Pivots for day following 23-Jun-2008
Pivot 1 day 3 day
R1 112-128 112-125
PP 112-112 112-110
S1 112-096 112-095

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These figures are updated between 7pm and 10pm EST after a trading day.

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